Interest Rates Products

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CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.315 +0.055 Show Price Chart 99.275 99.375 99.270 551,426
10-Year T-Note Futures ZNH6 MAR 2016 MAR 2016 132'125 +0'285 Show Price Chart 131'240 133'015 131'215 1,643,306
Ultra 10-Year U.S. Treasury Note Futures TNH6 MAR 2016 MAR 2016 143'275 +1'115 Show Price Chart 142'295 144'220 142'255 39,465
5-Year USD Deliverable Interest Rate Swap Futures F1UH6 MAR 2016 104'260 +0'165 Show Price Chart 104'190 105'100 104'190 4,645
10-Year USD Deliverable Interest Rate Swap Futures N1UH6 MAR 2016 109'260 +1'165 Show Price Chart 109'010 110'170 109'010 1,380

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEH6 MAR 2016 MAR 2016 99.355 0.00 Show Price Chart 99.355 99.380 99.355 320,276
Eurodollar Futures GEM6 JUN 2016 JUN 2016 99.350 +0.025 Show Price Chart 99.325 99.390 99.325 462,821
Eurodollar Futures GEU6 SEP 2016 SEP 2016 99.345 +0.045 Show Price Chart 99.305 99.390 99.305 444,768
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.315 +0.055 Show Price Chart 99.275 99.375 99.270 551,426
Eurodollar Futures GEH7 MAR 2017 MAR 2017 99.295 +0.06 Show Price Chart 99.250 99.370 99.250 446,146
Eurodollar Futures GEM7 JUN 2017 JUN 2017 99.265 +0.07 Show Price Chart 99.215 99.350 99.210 370,319
Eurodollar Futures GEU7 SEP 2017 SEP 2017 99.220 +0.075 Show Price Chart 99.170 99.320 99.165 310,235
Eurodollar Futures GEZ7 DEC 2017 DEC 2017 99.160 +0.09 Show Price Chart 99.100 99.270 99.095 394,664
30 Day Federal Funds Futures ZQJ6 APR 2016 APR 2016 99.630 +0.01 Show Price Chart 99.625 99.655 99.620 46,764
2-Year Eurodollar Bundle Futures BU2H6 MAR 2016 MAR 2016 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3H6 MAR 2016 MAR 2016 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5H6 MAR 2016 MAR 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year T-Note Futures ZTH6 MAR 2016 MAR 2016 109'205 +0'042 Show Price Chart 109'170 109'245 109'167 318,727
5-Year T-Note Futures ZFH6 MAR 2016 MAR 2016 121'315 +0'125 Show Price Chart 121'230 122'157 121'212 782,464
10-Year T-Note Futures ZNH6 MAR 2016 MAR 2016 132'125 +0'285 Show Price Chart 131'240 133'015 131'215 1,643,306
Ultra 10-Year U.S. Treasury Note Futures TNH6 MAR 2016 MAR 2016 143'275 +1'115 Show Price Chart 142'295 144'220 142'255 39,465
Ultra U.S. Treasury Bond Futures UBH6 MAR 2016 MAR 2016 176'06 +3'01 Show Price Chart 174'09 177'24 174'04 111,637
U.S. Treasury Bond Futures ZBH6 MAR 2016 MAR 2016 169'21 +2'19 Show Price Chart 167'27 170'26 167'22 368,062

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD Deliverable Interest Rate Swap Futures T1UH6 MAR 2016 - - Show Price Chart - - - 0
5-Year USD Deliverable Interest Rate Swap Futures F1UH6 MAR 2016 104'260 +0'165 Show Price Chart 104'190 105'100 104'190 4,645
7-Year USD Deliverable Interest Rate Swap Futures S1UH6 MAR 2016 - - Show Price Chart - - - 0
10-Year USD Deliverable Interest Rate Swap Futures N1UH6 MAR 2016 109'260 +1'165 Show Price Chart 109'010 110'170 109'010 1,380
20-Year USD Deliverable Interest Rate Swap Futures E1UH6 MAR 2016 - - Show Price Chart - - - 0
30-Year USD Deliverable Interest Rate Swap Futures B1UH6 MAR 2016 118'08 +2'28 Show Price Chart 116'31 120'14 116'31 262
2-Year Euro Deliverable Interest Rate Swap Futures T1EH6 MAR 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Navigate our Interest Rates Product Suite

Interest Rates Trading Strategies

Interest Rate Blocks

Learn how to take advantage of privately-negotiated futures trades between eligible counterparties.

Optimization Center

Discover the benefits of trading futures instead of swaps and how you can get started in the futures market.

Interest Rate Options

Trade our Interest Rate options across the yield curve, including Treasury, Eurodollar, and Fed Fund products.

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